Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -1.85 | — |
| Beta | 1 | — |
| Mean annual return | 1 | — |
| R-squared | 91 | — |
| Standard deviation | 12.61 | — |
| Sharpe ratio | 0.56 | — |
| Treynor ratio | 5.60 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.03 | — |
| Beta | 1 | — |
| Mean annual return | 0.17 | — |
| R-squared | 91 | — |
| Standard deviation | 14.40 | — |
| Sharpe ratio | -0.08 | — |
| Treynor ratio | -2.07 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -1.09 | — |
| Beta | 1 | — |
| Mean annual return | 0.48 | — |
| R-squared | 92 | — |
| Standard deviation | 15.59 | — |
| Sharpe ratio | 0.22 | — |
| Treynor ratio | 1.90 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.05 | — |
| Price/Book (P/B) | 0.36 | — |
| Price/Sales (P/S) | 0.38 | — |
| Price/Cashflow (P/CF) | 0.07 | — |
| Median market vapitalization | 83.84K | — |
| 3-year earnings growth | 16.72 | — |
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/mutual_funds/world/risk
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